Convergence of adaptive direction sampling
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Publication:1328357
DOI10.1006/jmva.1994.1028zbMath0806.62052OpenAlexW2028840736MaRDI QIDQ1328357
Gareth O. Roberts, Walter R. Gilks
Publication date: 16 February 1995
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1994.1028
Markov chain Monte CarloGibbs samplerergodic Markov chainadaptive direction samplingADSirreducibility propertiesparallel ADSsnooker algorithm
Directional data; spatial statistics (62H11) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic methods, stochastic differential equations (65C99)
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